Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 22.22% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 60'000 CHF | 75'000 CHF | 100.00% | 100.00% |
10.01.2025 | 28.31% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'606 CHF | 60'606 CHF | 99.78% | 99.78% |
09.01.2025 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 100.00% | 100.00% |
08.01.2025 | 28.57% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 45'000 CHF | 60'000 CHF | 99.73% | 99.73% |
07.01.2025 | 27.58% | 0.02 CHF | 0.02 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 47'331 CHF | 62'331 CHF | 100.00% | 100.00% |
06.01.2025 | 19.21% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 72'821 CHF | 87'821 CHF | 99.71% | 99.71% |
30.12.2024 | 14.56% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'040 | 2'999'040 | 96'142 CHF | 111'142 CHF | 99.75% | 99.75% |
27.12.2024 | 14.87% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 93'739 CHF | 108'739 CHF | 98.94% | 98.94% |
23.12.2024 | 13.36% | 0.04 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 104'811 CHF | 119'811 CHF | 100.00% | 100.00% |
20.12.2024 | 12.09% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 116'991 CHF | 131'991 CHF | 100.00% | 100.00% |